Comovement of home prices : a conditional copula approach
Lei Hou, Wei Long, and Qi Li
| Year of publication: |
2019
|
|---|---|
| Authors: | Hou, Lei ; Long, Wei ; Li, Qi |
| Published in: |
Annals of economics and finance. - Beijing : Peking University Press, ISSN 1529-7373, ZDB-ID 2097904-6. - Vol. 20.2019, 1, p. 297-318
|
| Subject: | Comovement | Copula | Dependence | Home price | Multivariate Verteilung | Multivariate distribution | Immobilienpreis | Real estate price | Korrelation | Correlation | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012110498